Critical analysis of stock selection strategies of growth mutual funds in India: application of Sharpe optimization technique
R Agarwal, W Mukhtar - Available at SSRN 1537037, 2010 - papers.ssrn.com
R Agarwal, W Mukhtar
Available at SSRN 1537037, 2010•papers.ssrn.comToday mutual funds represent the most appropriate opportunity for most small investors. As
financial markets become more sophisticated and complex, investors need a financial
intermediary who provides the required knowledge and professional expertise on successful
investing. It is no wonder then that in the birth place of mutual funds-the USA-the fund
industry has already overtaken the banking industry, with more money under mutual fund
management than deposited with banks. This project covers a broad range of equity growth …
financial markets become more sophisticated and complex, investors need a financial
intermediary who provides the required knowledge and professional expertise on successful
investing. It is no wonder then that in the birth place of mutual funds-the USA-the fund
industry has already overtaken the banking industry, with more money under mutual fund
management than deposited with banks. This project covers a broad range of equity growth …
Abstract
Today mutual funds represent the most appropriate opportunity for most small investors. As financial markets become more sophisticated and complex, investors need a financial intermediary who provides the required knowledge and professional expertise on successful investing. It is no wonder then that in the birth place of mutual funds-the USA-the fund industry has already overtaken the banking industry, with more money under mutual fund management than deposited with banks. This project covers a broad range of equity growth funds. The objectives of the paper are as (a) Twenty four Equity growth funds have been studied for the application of composite portfolio performance measures like Treynor ratio, Sharpe ratio, Jenson ratio, Information ratio, M square, Specific ratio etc, and (b) Evaluate the asset allocation policy for Kotak 30 Growth Mutual fund using Sharpe optimisation technique.
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